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ECONIS (ZBW)
161
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1
Chasing noise in the stock market : an inquiry into the dynamics of investor sentiment and asset pricing
Sakariyahu, Rilwan
;
Paterson, Audrey
;
Chatzivgeri, Eleni
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014502966
Saved in:
2
Enhancing stock market anomalies with machine learning
Gonçalves de Azevedo, Vitor
;
Hoegner, Christopher
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 195-230
Persistent link: https://www.econbiz.de/10013548972
Saved in:
3
Consumption with earnings, liquidity, and market based models
Snigaroff, Robert
;
Wroblewski, David
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10013549093
Saved in:
4
Differential taxation and security market lines : a clarification
Krause, Marko
;
Lahmann, Alexander
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 171-203
Persistent link: https://www.econbiz.de/10013459270
Saved in:
5
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
6
Do analysts' target prices stabilize the stock market?
Buxbaum, Markus
;
Schultze, Wolfgang
;
Tiras, Samuel L.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 763-816
Persistent link: https://www.econbiz.de/10014342078
Saved in:
7
Another look at the dividend-price relationship in the accounting valuation framework
Easterday, Kathryn E.
;
Sen, Pradyot K.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 879-925
Persistent link: https://www.econbiz.de/10014342119
Saved in:
8
Dividend policy, systematic liquidity risk, and the cost of equity capital
Mazouz, Khelifa
;
Wu, Yuliang
;
Ebrahim, Rabab
;
Sharma, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014287033
Saved in:
9
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
10
The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
11
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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12
Dynamics of bond and stock returns
Kozak, Serhiy
- In:
Journal of monetary economics
126
(
2022
),
pp. 188-209
Persistent link: https://www.econbiz.de/10013364928
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13
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
14
Accrual mispricing, value-at-risk, and expected stock returns
Simlai, Prodosh
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1487-1517
Persistent link: https://www.econbiz.de/10012660722
Saved in:
15
Alternative profitability measures and cross-section of expected stock returns : international evidence
Cakici, Nusret
;
Chatterjee, Sris
;
Tang, Yi
;
Tong, Lin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 369-391
Persistent link: https://www.econbiz.de/10012432673
Saved in:
16
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
17
Aggregate expected investment growth and stock market returns
Li, Jun
;
Wang, Huijun
;
Yu, Jianfeng
- In:
Journal of monetary economics
117
(
2021
),
pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
Saved in:
18
Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus
;
Matveev, Dmitry
;
Nagel, Stefan
- In:
Journal of monetary economics
117
(
2021
),
pp. 723-740
Persistent link: https://www.econbiz.de/10012603211
Saved in:
19
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
20
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
21
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879
Saved in:
22
The application of proxy methods for estimating the cost of equity for unlisted companies : evidence from listed firms
Sarmiento-Sabogal, Julio
;
Sadeghi, Mehdi
;
Sandoval, Juan S.
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1009-1031
Persistent link: https://www.econbiz.de/10012620034
Saved in:
23
A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
Saved in:
24
Expectations and aggregate risk
Bretscher, Lorenzo
;
Malkhozov, Aytek
;
Tamoni, Andrea
- In:
Journal of monetary economics
123
(
2021
),
pp. 91-108
Persistent link: https://www.econbiz.de/10013273698
Saved in:
25
Risk dynamics around restatement announcements
Salavei Bardos, Katsiaryna
;
Cline, Brandon N.
;
Koutmos, …
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10012233147
Saved in:
26
Tangible and intangible information in emerging markets
Blackburn, Douglas W.
;
Cakici, Nusret
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1509-1527
Persistent link: https://www.econbiz.de/10012233213
Saved in:
27
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
28
The risks of old capital age : asset pricing implications of technology adoption
Lin, Xiaoji
;
Palazzo, Berardino
;
Yang, Fan
- In:
Journal of monetary economics
115
(
2020
),
pp. 145-161
Persistent link: https://www.econbiz.de/10012373048
Saved in:
29
The importance of timing attitudes in consumption-based asset pricing models
Andreasen, Martin Møller
;
Jørgensen, Kasper
- In:
Journal of monetary economics
111
(
2020
),
pp. 95-117
Persistent link: https://www.econbiz.de/10012494234
Saved in:
30
The role of learning for asset prices and business cycles
Winkler, Fabian
- In:
Journal of monetary economics
114
(
2020
),
pp. 42-58
Persistent link: https://www.econbiz.de/10012494857
Saved in:
31
Is the IT revolution over? : an asset pricing view
Ward, Colin
- In:
Journal of monetary economics
114
(
2020
),
pp. 283-316
Persistent link: https://www.econbiz.de/10012494959
Saved in:
32
Oil consumption, economic growth, and oil futures : the impact of long-run oil supply uncertainty on asset prices
Ready, Robert C.
- In:
Journal of monetary economics
94
(
2018
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012108766
Saved in:
33
Afraid of the stock market
Lim, Yuree
;
Kim, Kyoungtae
- In:
Review of quantitative finance and accounting
53
(
2019
)
3
,
pp. 773-810
Persistent link: https://www.econbiz.de/10012234394
Saved in:
34
Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Review of quantitative finance and accounting
53
(
2019
)
2
,
pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
Saved in:
35
Accounting information quality and systematic risk
Xing, Xuejing
;
Yan, Shan
- In:
Review of quantitative finance and accounting
52
(
2019
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10012171518
Saved in:
36
Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick
;
Hanauer, Matthias
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
Saved in:
37
Uncertainty of political subsidy, heterogeneous beliefs, and IPO anomalies
Liu, Bo
;
Wang, Kemin
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 923-951
Persistent link: https://www.econbiz.de/10012172862
Saved in:
38
Disagreement beta
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
;
Yan, Hongjun
- In:
Journal of monetary economics
107
(
2019
),
pp. 96-113
Persistent link: https://www.econbiz.de/10012266997
Saved in:
39
Enhancement of value investing strategies based on financial statement variables : the German evidence
Pätäri, Eero J.
;
Leivo, Timo H.
;
Hulkkonen, Janne
; …
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 813-845
Persistent link: https://www.econbiz.de/10012038402
Saved in:
40
Stock price reaction to profit warnings : the role of time-varying betas
Yin, Shuxing
;
Mazouz, Khelifa
;
Benamraoui, Abdelfahid
; …
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10011979095
Saved in:
41
Consumption-based capital asset pricing models : issues and controversies
Choi, Wonnho
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10011979103
Saved in:
42
The timing of new corporate debt issues and the risk-return tradeoff
Koutmos, Dimitrios
;
Bozos, Konstantinos
;
Dionysiou, Dionysia
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 943-978
Persistent link: https://www.econbiz.de/10011979340
Saved in:
43
Anomalies and market (dis)integration
Choi, Jaewon
;
Kim, Yongjune
- In:
Journal of monetary economics
100
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10012109060
Saved in:
44
The return premiums to accruals quality
Bandyopadhyay, Sati P.
;
Huang, Alan Guoming
;
Sun, Kevin …
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
Saved in:
45
Has momentum lost its momentum?
Bhattacharya, Debarati
;
Li, Wei-Hsien
;
Sonaer, Gokhan
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 191-218
Persistent link: https://www.econbiz.de/10011796612
Saved in:
46
Background risk in consumption and the equity risk premium
Semenov, Andrei
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 407-439
Persistent link: https://www.econbiz.de/10011796639
Saved in:
47
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
48
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
Saved in:
49
Investor sentiment and economic forces
Shen, Junyan
;
Yu, Jianfeng
;
Zhao, Shen
- In:
Journal of monetary economics
86
(
2017
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011799122
Saved in:
50
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair
- In:
Journal of monetary economics
88
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011799145
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